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Optimal state estimation for stochastic systems: an information theoretic approach

โœ Scribed by Xiangbo Feng, ; Loparo, K.A.; Yuguang Fang


Book ID
121225101
Publisher
IEEE
Year
1997
Tongue
English
Weight
854 KB
Volume
42
Category
Article
ISSN
0018-9286

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Optimal minimal order N-State estimators
โœ L.H. Ferry; D. Williamson ๐Ÿ“‚ Article ๐Ÿ“… 1976 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 387 KB

SummarymThis paper presents the general solution to the problem of designing minimal order estimators to optimally estimate the state vector x, of a linear discrete-time stochastic system with time invariant dynamics. The estimators differ depending on the number N of stages over which the estimates